Larsen came closest, placing fourth in her 10-metre platform semifinal; a top three finish was required to advance in all events.
Løvland won Norway's only athletics medal, taking the gold in the decathlon.
Sørsdal won the nation's first Olympic boxing medal with a silver in the light heavyweight class.
All four competed in the road time trial, with Flatby coming in 28th to be the best Norwegian cyclist at the Games.
The country's first Olympic victory was a stunning 3–1 win over Great Britain, the previously undefeated winner of three gold medals in three attempts.
It would also turn out to be Norway's only victory in 1920, as the team was defeated by Czechoslovakia in the quarterfinals and by Italy in the first round of the consolation tournament.
Norway entered a team in the free system competition; competing against only Denmark, the Norwegians took second place and the silver medal.
The coxed fours boat took third place in the final, while the eights team earned their bronze as the best of two losing semifinalists.
Otto Olsen was on the single shots team, took gold in the individual version of that event, and added a third gold in the prone 300 metre military rifle as well as being on two silver medal rifle teams.
The men, playing as a pair, won a single match to advance to the quarterfinals before being defeated.
Johnsen almost added another in the middleweight, but lost the bronze medal match to finish fourth.